Cannot Create Table of Figures

I have 3 figures in my document (1 page). I added captions right below them.
I tried to insert a table of figures using any and all of the options in
the Insert | Reference | Index and Table | Table of Figures commands.

All I get is "Error: no table of figures entries found."

What am I doing wrong or not doing.

Thanks.
Flick

If the captions are in text boxes (as they will be if the figure is wrapped
and you accepted the defaults in Insert | Reference | Caption), then Word
can't see the captions in Word 2003 and earlier. If you need to wrap text
around the figures, make both figures and captions In Line With Text and
then insert them both into a frame (you can find the Insert Frame button on
the Forms toolbar). Otherwise, leave them both inline--much easier to work
with.